| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,722,305 | 642 | 955 | -0.011 | 0.000 | 0.001 | 0.011 | 0.005 | 0.005 | 0.767 | 1 |
| 1 | True | 19,677,988 | 523,339 | 77 | 3,968 | -0.011 | -0.001 | -0.002 | 0.011 | 0.005 | 0.005 | 0.233 | 1 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,652,299 | 657 | 866 | -0.022 | -0.002 | -0.012 | 0.022 | 0.016 | 0.016 | 0.812 | 2 |
| 1 | True | 10,602,676 | 381,865 | 61 | 3,041 | -0.021 | -0.002 | -0.012 | 0.021 | 0.015 | 0.015 | 0.188 | 2 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,943,064 | 633 | 924 | -0.034 | -0.004 | -0.023 | 0.034 | 0.028 | 0.028 | 0.711 | 3 |
| 1 | True | 23,182,416 | 788,954 | 85 | 3,042 | -0.034 | 0.002 | 0.022 | 0.033 | 0.028 | 0.028 | 0.289 | 3 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,495,081 | 629 | 863 | -0.046 | -0.010 | -0.036 | 0.046 | 0.040 | 0.040 | 0.717 | 4 |
| 1 | True | 27,102,970 | 590,252 | 90 | 2,077 | -0.046 | 0.001 | 0.034 | 0.046 | 0.039 | 0.039 | 0.283 | 4 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,057,072 | 601 | 828 | -0.060 | -0.018 | -0.049 | 0.060 | 0.052 | 0.052 | 0.629 | 5 |
| 1 | True | 43,723,742 | 1,215,750 | 117 | 2,768 | -0.060 | 0.003 | 0.047 | 0.060 | 0.053 | 0.053 | 0.371 | 5 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,484,929 | 600 | 811 | -0.077 | -0.033 | -0.065 | 0.077 | 0.068 | 0.067 | 0.622 | 6 |
| 1 | True | 45,267,221 | 902,110 | 118 | 3,158 | -0.076 | 0.006 | 0.061 | 0.077 | 0.067 | 0.067 | 0.378 | 6 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,216,984 | 602 | 829 | -0.098 | -0.046 | -0.083 | 0.098 | 0.087 | 0.087 | 0.519 | 7 |
| 1 | True | 47,570,555 | 1,130,125 | 117 | 3,403 | -0.097 | -0.002 | -0.077 | 0.098 | 0.087 | 0.086 | 0.481 | 7 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,528,607 | 574 | 700 | -0.126 | -0.069 | -0.108 | 0.125 | 0.111 | 0.111 | 0.446 | 8 |
| 1 | True | 55,059,465 | 1,895,696 | 144 | 1,664 | -0.125 | -0.017 | -0.102 | 0.125 | 0.111 | 0.110 | 0.554 | 8 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,331,037 | 581 | 653 | -0.164 | -0.098 | -0.141 | 0.163 | 0.144 | 0.144 | 0.599 | 9 |
| 1 | True | 60,131,732 | 891,418 | 137 | 1,895 | -0.164 | -0.018 | -0.129 | 0.164 | 0.143 | 0.140 | 0.401 | 9 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,044,426 | 582 | 439 | -0.425 | -0.171 | -0.195 | 0.289 | 0.209 | 0.197 | 0.364 | 10 |
| 1 | True | 67,210,146 | 1,826,108 | 137 | 3,221 | -0.305 | -0.010 | -0.170 | 0.346 | 0.204 | 0.191 | 0.636 | 10 |